We've been to Skagway, Juneau and Victoria (sorry, haven't been to Sitka).
In Skagway, we did the train out and back. We booked this through the ship. It was incredible. We spent most of our time standing outside the train car but also enjoyed being able to go back inside and relax in our seats. It's a few hours and what you see going up is what you see going back...our kids appreciated being able to go back to our seats and lounge off and on.
In Juneau, we did the Glacier Helicopter Tour and Dog-sledding. We booked this through Alaska Shore Excursions...they have multiple offerings in each of the stops. This was very pricey, but one of those once-in-a-lifetime-you're-in-Alaska-so-you-have-to-do-it-experiences. The helicopter portion was about 15 minutes each way.
In Juneau, we did a whale watching tour. We booked this through the ship. This was the very last day of our cruise and we wished we would have cancelled it. We had already seen whales from the ship multiple times throughout the cruise, so there wasn't as much surprise and thrill at this point and our kids got bored after following the same whale family for over an hour. Not to be a downer and we may have thought differently if this perhaps was our first stop versus our last.